> Sure, I tried "no robots.txt rules" but still don't
> get these hidden files and folders. I can understand
> they try to preserve them.

They are hidden.
 <PARAM NAME=movie VALUE="loadere84b.swf?URLbase=/n/level-a/learn-to-read/">
<PARAM NAME=quality VALUE=...
The swf tries to load /n/.../set.html but that url isn't referenced elsewhere
so httrack can't do it.